The characters in Lagertha, Floki, and more quite closely.
Vikings initially followed legendary Norse figure Vikings isn’t historically accurate all the time (for instance, Ragnar Lothbrok might have never existed), it has included many elements from Norse mythology, most notably the concept of Valhalla.
Throughout the series, many characters have mentioned Valhalla and their desire to get there when they die, as not everyone has the honor of crossing those gates. In Norse mythology, Valhalla is a majestic and enormous hall in Asgard, ruled by none other than Odin. Before the gates there’s the tree Glasir, with golden red leaves, and the hall’s ceiling is thatched with golden shields. The gates of Valhalla made an appearance in Vikings in season 4’s episode “A Good Treason”, where a wounded and agonizing Ragnar had a dream of walking towards the open gates, only to have them close before him.
Going to Valhalla after death is a privilege, as not everyone can cross the gates. Only half of those who die in combat are chosen by Odin to travel to Valhalla, led by the valkyries, while the other half go to Fólkvangr, a meadow ruled over by the goddess Freyja, who is associated with love, beauty, and fertility. Within Fólkvangr is her hall, Sessrúmnir, where she receives those who died in battle. Now, the characters in Vikings were especially interested in earning their entrance to Valhalla as the warriors who go there the masses of those who have also died in combat (the Einherjar) and prepare daily for the events of Ragnarök, which is the end of the world and its rebirth.
It’s not surprising, then, that Ragnar was so worried about earning a spot in Valhalla, and that characters like Tostig wished to die in battle so Odin would take him there to dine and feast with the gods and his former companions (and was very disappointed when he survived his first fight with Ragnar and company). Valhalla might have an even bigger presence in the sequel series, Vikings: Valhalla, set a century after the end of the original series, so viewers will keep learning more about it and other Viking beliefs.